EECE 4235/6235: Probabilistic System Analysis Fall 2013 Exam #5 Study Guide Instructor: Dr. Aaron L.

Robinson

Problem 1: (Chapter 4) X and Y are two independent exponential random variables with and respectively. Determine the probability density function of Z = 2 X + Y . Problem 2: (Section 6.6) The resistors r1, r2, r3 and r4 are independent random variables and each is uniform in the interval ( 450, 550) . Using the central limit theorem, find . Problem 3: (Sections 7.1-7.4) The length of a given product is a random variable X with and unknown mean. Four units are measured and found to have sample means of M n ( X ) = 203 mm . Assuming that X is a normal random variable, find the 0.95 confidence interval of the mean estimate. If the distribution of X is unknown, use the Chebyshev inequality to find c such that the confidence coefficient is 0.95

Problem 4: (6.5 Random Sums of Independent Random Variables) On any given night, the number of billiard games N played by pool hustler extraordinaire (known in the streets as A Robbing Son) has a Poisson distribution with expected value . Just so he has a steady stream of victims, A Robbing 1 Son purposely loses 3 of his games independent of any other game or the number of games played. Let K equal the number of games A Robbing Son wins in a night. - What are , EK , and Var K ? - What is the PMF PK ( k ) ? Problem 5: 30 Points (Section 6.3) Random variable X has a Geometric(0.4) PMF. -Find the MGF . -Use the MGF to calculate the first and second moments of X -If X1, X2 ,..., Xn indicates independent observations of a random variable X, find the X + X2 + ... + Xn number of independent trials needed to guarantee that Yn ( X ) = 1 has n a mean square error of less than 0.09.

Problem 6 (Section 5.6) A wireless data terminal has three messages waiting for transmission. After sending a message, it expects an acknowledgment from the receiver. When it receives the acknowledgment, it transmits the next message. If the acknowledgment does not arrive, it sends the message again. The probability of successful transmission of a message is p independent of the other transmissions. Let be the three-dimensional random vector in which Ki is the total number of transmissions when message i is received successfully. (K3 if the total number of transmissions used to send all three messages. {

For , find the expected value vector correlation matrix

, the covariance matrix

, and the